Keeping Mum features Rosie Jones, a transsexual character whose identity is revealed as a major plot twist. She is Gloria's first husband, Walter, who murdered Gloria's lover before transitioning and disappearing. Her trans identity is thus inextricably linked to a violent past and deception, serving as a narrative device for her disguise and secret. While she acts protectively, the film's portrayal associates her identity with problematic actions without offering affirming counterpoints.

The film portrays Christianity through the sympathetic character of Walter, a well-meaning but naive vicar. While his personal struggles and the ironic situation of a serial killer improving his sermons are used for dark comedy, the narrative does not condemn the faith itself. Instead, it offers a nuanced and sympathetic view of an adherent within a darkly humorous context.